NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 42.08 41.72 -0.36 -0.9% 35.50
High 43.33 42.45 -0.88 -2.0% 39.67
Low 41.61 41.16 -0.45 -1.1% 34.04
Close 41.74 41.41 -0.33 -0.8% 37.49
Range 1.72 1.29 -0.43 -25.0% 5.63
ATR 1.90 1.85 -0.04 -2.3% 0.00
Volume 216,248 180,091 -36,157 -16.7% 763,896
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.54 44.77 42.12
R3 44.25 43.48 41.76
R2 42.96 42.96 41.65
R1 42.19 42.19 41.53 41.93
PP 41.67 41.67 41.67 41.55
S1 40.90 40.90 41.29 40.64
S2 40.38 40.38 41.17
S3 39.09 39.61 41.06
S4 37.80 38.32 40.70
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.96 51.35 40.59
R3 48.33 45.72 39.04
R2 42.70 42.70 38.52
R1 40.09 40.09 38.01 41.40
PP 37.07 37.07 37.07 37.72
S1 34.46 34.46 36.97 35.77
S2 31.44 31.44 36.46
S3 25.81 28.83 35.94
S4 20.18 23.20 34.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.33 37.40 5.93 14.3% 2.21 5.3% 68% False False 214,940
10 43.33 34.04 9.29 22.4% 2.06 5.0% 79% False False 178,103
20 43.33 34.04 9.29 22.4% 1.78 4.3% 79% False False 140,694
40 43.33 34.04 9.29 22.4% 1.67 4.0% 79% False False 103,042
60 44.60 34.04 10.56 25.5% 1.56 3.8% 70% False False 79,692
80 44.60 34.04 10.56 25.5% 1.44 3.5% 70% False False 65,587
100 44.60 34.04 10.56 25.5% 1.40 3.4% 70% False False 55,318
120 44.60 33.95 10.65 25.7% 1.47 3.6% 70% False False 48,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.93
2.618 45.83
1.618 44.54
1.000 43.74
0.618 43.25
HIGH 42.45
0.618 41.96
0.500 41.81
0.382 41.65
LOW 41.16
0.618 40.36
1.000 39.87
1.618 39.07
2.618 37.78
4.250 35.68
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 41.81 41.53
PP 41.67 41.49
S1 41.54 41.45

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These figures are updated between 7pm and 10pm EST after a trading day.

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